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zpttrf.f 5.9 kB

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  1. *> \brief \b ZPTTRF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZPTTRF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpttrf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpttrf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpttrf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZPTTRF( N, D, E, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, N
  25. * ..
  26. * .. Array Arguments ..
  27. * DOUBLE PRECISION D( * )
  28. * COMPLEX*16 E( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> ZPTTRF computes the L*D*L**H factorization of a complex Hermitian
  38. *> positive definite tridiagonal matrix A. The factorization may also
  39. *> be regarded as having the form A = U**H *D*U.
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] N
  46. *> \verbatim
  47. *> N is INTEGER
  48. *> The order of the matrix A. N >= 0.
  49. *> \endverbatim
  50. *>
  51. *> \param[in,out] D
  52. *> \verbatim
  53. *> D is DOUBLE PRECISION array, dimension (N)
  54. *> On entry, the n diagonal elements of the tridiagonal matrix
  55. *> A. On exit, the n diagonal elements of the diagonal matrix
  56. *> D from the L*D*L**H factorization of A.
  57. *> \endverbatim
  58. *>
  59. *> \param[in,out] E
  60. *> \verbatim
  61. *> E is COMPLEX*16 array, dimension (N-1)
  62. *> On entry, the (n-1) subdiagonal elements of the tridiagonal
  63. *> matrix A. On exit, the (n-1) subdiagonal elements of the
  64. *> unit bidiagonal factor L from the L*D*L**H factorization of A.
  65. *> E can also be regarded as the superdiagonal of the unit
  66. *> bidiagonal factor U from the U**H *D*U factorization of A.
  67. *> \endverbatim
  68. *>
  69. *> \param[out] INFO
  70. *> \verbatim
  71. *> INFO is INTEGER
  72. *> = 0: successful exit
  73. *> < 0: if INFO = -k, the k-th argument had an illegal value
  74. *> > 0: if INFO = k, the leading minor of order k is not
  75. *> positive definite; if k < N, the factorization could not
  76. *> be completed, while if k = N, the factorization was
  77. *> completed, but D(N) <= 0.
  78. *> \endverbatim
  79. *
  80. * Authors:
  81. * ========
  82. *
  83. *> \author Univ. of Tennessee
  84. *> \author Univ. of California Berkeley
  85. *> \author Univ. of Colorado Denver
  86. *> \author NAG Ltd.
  87. *
  88. *> \ingroup complex16PTcomputational
  89. *
  90. * =====================================================================
  91. SUBROUTINE ZPTTRF( N, D, E, INFO )
  92. *
  93. * -- LAPACK computational routine --
  94. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  95. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  96. *
  97. * .. Scalar Arguments ..
  98. INTEGER INFO, N
  99. * ..
  100. * .. Array Arguments ..
  101. DOUBLE PRECISION D( * )
  102. COMPLEX*16 E( * )
  103. * ..
  104. *
  105. * =====================================================================
  106. *
  107. * .. Parameters ..
  108. DOUBLE PRECISION ZERO
  109. PARAMETER ( ZERO = 0.0D+0 )
  110. * ..
  111. * .. Local Scalars ..
  112. INTEGER I, I4
  113. DOUBLE PRECISION EII, EIR, F, G
  114. * ..
  115. * .. External Subroutines ..
  116. EXTERNAL XERBLA
  117. * ..
  118. * .. Intrinsic Functions ..
  119. INTRINSIC DBLE, DCMPLX, DIMAG, MOD
  120. * ..
  121. * .. Executable Statements ..
  122. *
  123. * Test the input parameters.
  124. *
  125. INFO = 0
  126. IF( N.LT.0 ) THEN
  127. INFO = -1
  128. CALL XERBLA( 'ZPTTRF', -INFO )
  129. RETURN
  130. END IF
  131. *
  132. * Quick return if possible
  133. *
  134. IF( N.EQ.0 )
  135. $ RETURN
  136. *
  137. * Compute the L*D*L**H (or U**H *D*U) factorization of A.
  138. *
  139. I4 = MOD( N-1, 4 )
  140. DO 10 I = 1, I4
  141. IF( D( I ).LE.ZERO ) THEN
  142. INFO = I
  143. GO TO 30
  144. END IF
  145. EIR = DBLE( E( I ) )
  146. EII = DIMAG( E( I ) )
  147. F = EIR / D( I )
  148. G = EII / D( I )
  149. E( I ) = DCMPLX( F, G )
  150. D( I+1 ) = D( I+1 ) - F*EIR - G*EII
  151. 10 CONTINUE
  152. *
  153. DO 20 I = I4 + 1, N - 4, 4
  154. *
  155. * Drop out of the loop if d(i) <= 0: the matrix is not positive
  156. * definite.
  157. *
  158. IF( D( I ).LE.ZERO ) THEN
  159. INFO = I
  160. GO TO 30
  161. END IF
  162. *
  163. * Solve for e(i) and d(i+1).
  164. *
  165. EIR = DBLE( E( I ) )
  166. EII = DIMAG( E( I ) )
  167. F = EIR / D( I )
  168. G = EII / D( I )
  169. E( I ) = DCMPLX( F, G )
  170. D( I+1 ) = D( I+1 ) - F*EIR - G*EII
  171. *
  172. IF( D( I+1 ).LE.ZERO ) THEN
  173. INFO = I + 1
  174. GO TO 30
  175. END IF
  176. *
  177. * Solve for e(i+1) and d(i+2).
  178. *
  179. EIR = DBLE( E( I+1 ) )
  180. EII = DIMAG( E( I+1 ) )
  181. F = EIR / D( I+1 )
  182. G = EII / D( I+1 )
  183. E( I+1 ) = DCMPLX( F, G )
  184. D( I+2 ) = D( I+2 ) - F*EIR - G*EII
  185. *
  186. IF( D( I+2 ).LE.ZERO ) THEN
  187. INFO = I + 2
  188. GO TO 30
  189. END IF
  190. *
  191. * Solve for e(i+2) and d(i+3).
  192. *
  193. EIR = DBLE( E( I+2 ) )
  194. EII = DIMAG( E( I+2 ) )
  195. F = EIR / D( I+2 )
  196. G = EII / D( I+2 )
  197. E( I+2 ) = DCMPLX( F, G )
  198. D( I+3 ) = D( I+3 ) - F*EIR - G*EII
  199. *
  200. IF( D( I+3 ).LE.ZERO ) THEN
  201. INFO = I + 3
  202. GO TO 30
  203. END IF
  204. *
  205. * Solve for e(i+3) and d(i+4).
  206. *
  207. EIR = DBLE( E( I+3 ) )
  208. EII = DIMAG( E( I+3 ) )
  209. F = EIR / D( I+3 )
  210. G = EII / D( I+3 )
  211. E( I+3 ) = DCMPLX( F, G )
  212. D( I+4 ) = D( I+4 ) - F*EIR - G*EII
  213. 20 CONTINUE
  214. *
  215. * Check d(n) for positive definiteness.
  216. *
  217. IF( D( N ).LE.ZERO )
  218. $ INFO = N
  219. *
  220. 30 CONTINUE
  221. RETURN
  222. *
  223. * End of ZPTTRF
  224. *
  225. END